Where the minute bars actually are, by ET hour

Name: Where the minute bars actually are, by ET hour
Creator: Strasmore
Published: 2026-08-17
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-17, from Why Your RSI Differs Between Platforms.

as of 2026-08-17 ranking 16×3read in context →

Where the minute bars actually are, by ET hour — 16 rows by 3 columns, computed 2026-08-17 from US exchange, SIP and OPRA data.
et_hour	bar_count	volume_share_pct
04	965	0.23
05	810	0.06
06	827	0.07
07	1144	0.2
08	1190	0.62
09	1244	14.44
10	1260	14.79
11	1260	11.37
12	1260	10.77
13	1260	10.34
14	1260	10.29
15	1260	21.57
16	1156	4.69
17	1001	0.35
18	1017	0.11
19	990	0.1

Rows × columns: 16 × 3
Computed: 2026-08-17
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for Where the minute bars actually are, by ET hour, derived from the stored result.
Column	Type	Range	Notes
`et_hour`	text	16 distinct values (04, 05, 06…)
`bar_count`	number	810 to 1,260	count
`volume_share_pct`	number	0.06 to 21.57	percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-17, and the query below is what returned them.

the exact SQL behind every number

SELECT
    et_hour,
    bar_count,
    round(100 * hour_volume / sum(hour_volume) OVER (), 2) AS volume_share_pct
FROM
(
    SELECT
        formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H') AS et_hour,
        count()                                                            AS bar_count,
        toFloat64(sum(volume))                                             AS hour_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2026-06-01 04:00:00'
      AND window_start <  '2026-07-01 04:00:00'
    GROUP BY et_hour
)
ORDER BY et_hour

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